کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1148369 | 957831 | 2009 | 16 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Truncated sequential change-point detection based on renewal counting processes II
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
کلمات کلیدی
secondary 60F1760K0562G3260G4060G7062G2060J6562L10Renewal counting processprimary 62G10 - 62G10 اولیهSequential test - آزمون پیوستهIncrements - افزایشChange-point - تغییر نقطهStrong approximation - تقریب قویStopping time - توقف زمانFirst passage time - زمان گذشت اولWiener process - فرآیند وینرExtreme value asymptotics - معادلات ارزش اضافی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Truncated sequential change-point detection based on renewal counting processes II Truncated sequential change-point detection based on renewal counting processes II](/preview/png/1148369.png)
چکیده انگلیسی
The standard approach in change-point theory is to base the statistical analysis on a sample of fixed size. Alternatively, one observes some random phenomenon sequentially and takes action as soon as one observes some statistically significant deviation from the “normal” behaviour. The present paper is a continuation of Gut and Steinebach [2002. Truncated sequential change-point detection based on renewal counting processes. Scand. J. Statist. 29, 693-719] the main point being that here we look in more detail into the behaviour of the relevant stopping times, in particular the time it takes from the actual change-point until the change is detected, more precisely, we prove asymptotics for stopping times under alternatives.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 139, Issue 6, 1 June 2009, Pages 1921-1936
Journal: Journal of Statistical Planning and Inference - Volume 139, Issue 6, 1 June 2009, Pages 1921-1936
نویسندگان
Allan Gut, Josef Steinebach,